CME Swiss Franc Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 0.9936 0.9938 0.0002 0.0% 0.9956
High 0.9956 0.9959 0.0003 0.0% 0.9999
Low 0.9895 0.9867 -0.0028 -0.3% 0.9881
Close 0.9955 0.9901 -0.0054 -0.5% 0.9933
Range 0.0061 0.0092 0.0031 50.8% 0.0118
ATR 0.0077 0.0078 0.0001 1.4% 0.0000
Volume 46 437 391 850.0% 281
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0185 1.0135 0.9952
R3 1.0093 1.0043 0.9926
R2 1.0001 1.0001 0.9918
R1 0.9951 0.9951 0.9909 0.9930
PP 0.9909 0.9909 0.9909 0.9899
S1 0.9859 0.9859 0.9893 0.9838
S2 0.9817 0.9817 0.9884
S3 0.9725 0.9767 0.9876
S4 0.9633 0.9675 0.9850
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0292 1.0230 0.9998
R3 1.0174 1.0112 0.9965
R2 1.0056 1.0056 0.9955
R1 0.9994 0.9994 0.9944 0.9966
PP 0.9938 0.9938 0.9938 0.9924
S1 0.9876 0.9876 0.9922 0.9848
S2 0.9820 0.9820 0.9911
S3 0.9702 0.9758 0.9901
S4 0.9584 0.9640 0.9868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9987 0.9867 0.0120 1.2% 0.0081 0.8% 28% False True 152
10 1.0085 0.9867 0.0218 2.2% 0.0071 0.7% 16% False True 107
20 1.0544 0.9867 0.0677 6.8% 0.0083 0.8% 5% False True 77
40 1.0544 0.9867 0.0677 6.8% 0.0068 0.7% 5% False True 40
60 1.0544 0.9867 0.0677 6.8% 0.0060 0.6% 5% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0350
2.618 1.0200
1.618 1.0108
1.000 1.0051
0.618 1.0016
HIGH 0.9959
0.618 0.9924
0.500 0.9913
0.382 0.9902
LOW 0.9867
0.618 0.9810
1.000 0.9775
1.618 0.9718
2.618 0.9626
4.250 0.9476
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 0.9913 0.9927
PP 0.9909 0.9918
S1 0.9905 0.9910

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These figures are updated between 7pm and 10pm EST after a trading day.

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